-10.2%
GLD vs LIN
+4.9%
-15.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.6% | +1.1% | +3.3% |
| 7D | -0.3% | +3.3% | -3.5% | -0.7% |
| 30D | -1.9% | +8.8% | -10.6% | -3.0% |
| 3M | -0.4% | +8.6% | -9.1% | -1.6% |
| 6M | -10.2% | +7.0% | -17.2% | -10.7% |
| All | -10.2% | +4.9% | -15.1% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded LIN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling